I believe he is Christian.
He grew up in the Methodist Church. But every week prior to games, he attends a Catholic Mass with the team. The Rooney family (the team owners) are devout Catholics and have always had a Mass with the team, usually the day before a game. Recently Ben also began attending church with his parents (who moved to PA a couple years ago).
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Ben got married in an Episcopalian Church, so I would hazard a guess and say hes a Christian.